Meta-Analysis in Stata, 2nd edition p.158 Exercise Silgay et al. (2004)

Size: px
Start display at page:

Download "Meta-Analysis in Stata, 2nd edition p.158 Exercise Silgay et al. (2004)"

Transcription

1 Stata LightStone Stata 14 Funnel StataPress Meta-Analysis in Stata, 2nd edition p.153 Harbord et al. metabias metabias Steichen (1998) Begg Egger Stata Stata metabias Begg Egger Harbord Peters ado metafunnel metan metabias. which metafunnel c:\ado\plus\m\metafunnel.ado *! 1.4.0, Jonathan Sterne & Roger Harbord, 21 May 2004 (SJ4-2: st0061). which metan c:\ado\plus\m\metan.ado *! Sep2010. which metabias c:\ado\plus\m\metabias.ado *! version January 2009 *! Modified regression test for funnel plot asymmetry in 2x2 tables *! based on statistics of score test instead of Wald test. *! Author: roger.harbord@bristol.ac.uk *! Peters test (effect size on 1/N) added *! updates added by Ross Harris *! version sep97 TJS Harbord et al. (2009) nicotinegum.dta Meta-Analysis in Stata, 2nd edition p.158 Exercise Silgay et al. (2004). use nicotinegum, clear (Nicotine gum for smoking cessation) 1

2 . des Contains data from nicotinegum.dta obs: 51 Nicotine gum for smoking cessation vars: 5 8 Jan :02 size: 459 (_dta has notes) storage display value variable name type format label variable label trialid byte %9.0g d1 int %8.0g Intervention successes h1 int %9.0g Intervention failures d0 int %8.0g Control successes h0 int %9.0g Control failures Sorted by: trialid ( 157 ) d (disease) h (healthy) 1( ) d 1 h 1 n 1 2( ) d 0 h 0 n 0 d h n log (OR) OR = (d 1 /h 1 ) / (d 0 /h 0 ) = d 1h 0 d 0 h 1 SE (log (OR)) = 1 d h d h 0 (1). metan d1 h1 d0 h0, or nograph Study OR [95% Conf. Interval] % Weight

3 M-H pooled OR Heterogeneity chi-squared = (d.f. = 50) p = I-squared (variation in OR attributable to heterogeneity) = 19.4% Test of OR=1 : z= p = M-H % 1 I % 25% 1 metan Stata Stata ES logor seloges 3

4 1.5 1 s.e. of logor.5 0. gen logor=log( _ES). gen selogor= _seloges metafunnel Funnel egger. metafunnel logor selogor, egger Funnel plot w ith pseudo 95% confidence limits logor 1: Egger small-study effects( ) 1 Egger metabias metabias Egger Begg Stata metabias Stata 4

5 Journal The Stata Technical Bulletin Steichen (1998) 1 metabias 2 Egger Harbord Peters 4 Begg Begg and Mazumdar (1994) metabias d1 h1 d0 h0, begg Note: data input format tcases tnoncases ccases cnoncases assumed. Note: odds ratios assumed as effect estimate of interest Note: Peters or Harbord tests generally recommended for binary data Begg s test for small-study effects: Rank correlation between standardized intervention effect and its standard error adj. Kendall s Score (P-Q) = 149 Std. Dev. of Score = Number of Studies = 51 z = 1.21 Pr > z = z = 1.20 (continuity corrected) Pr > z = (continuity corrected) z ( ) Egger. metabias d1 h1 d0 h0, egger Note: data input format tcases tnoncases ccases cnoncases assumed. Note: odds ratios assumed as effect estimate of interest Note: Peters or Harbord tests generally recommended for binary data Egger s test for small-study effects: Regress standard normal deviate of intervention effect estimate against its standard error 1 Meta-Analysis in Stata, 2nd edition p166 5

6 Number of studies = 51 Root MSE = Std_Eff Coef. Std. Err. t P> t [95% Conf. Interval] slope bias Test of H0: no small-study effects P = bias p % logor selogor Egger. metabias logor selogor, egger ( ) Stata Harbord Egger Harbord Meta-Analysis in Stata, 2nd edition p.157. metabias d1 h1 d0 h0, harbord graph Note: data input format tcases tnoncases ccases cnoncases assumed. Note: odds ratios assumed as effect estimate of interest Harbord s modified test for small-study effects: Regress Z/sqrt(V) on sqrt(v) where Z is efficient score and V is score variance Number of studies = 51 Root MSE = Z/sqrt(V) Coef. Std. Err. t P> t [95% Conf. Interval] sqrt(v) bias Test of H0: no small-study effects P = p Egger p Harbord 6

7 2 0 2 Z / sqrt(v) sqrt(v) Study regression line 95% CI for intercept 2: Galbraith graph Galbraith Harbord bias 95% 0 0 metafunnel egger Peters. metabias d1 h1 d0 h0, peters Note: data input format tcases tnoncases ccases cnoncases assumed. Note: odds ratios assumed as effect estimate of interest Peter s test for small-study effects: Regress intervention effect estimate on 1/Ntot, with weights SF/Ntot Number of studies = 51 Root MSE =.3897 Std_Eff Coef. Std. Err. t P> t [95% Conf. Interval] bias constant Test of H0: no small-study effects P = bias p Harbord Egger 7

8 Begg Egger Meta-Analysis in Stata, 2nd edition p.166 Steichen (1998) Begg (t i, v i ), i = 1..., k k t i t = t i = (t i t) (v i )1/2 k j=1 t jv 1 j k j=1 v 1 j k vi = v i t i t j=1 Begg t i v i 25 Begg Egger (t i, v i ) v 1 j t i = t i /v 1/2 i s 1 s 1 = 1/v 1/2 i w i = 1/v i t = α + βs 1 ˆα Funnel Egger ˆβ Harbord et al.(2009) Z ( ) V Z/ V V φ Z = d 1 dn 1 /n 1 8

9 φ = 0 V = n 0 n 1 dh/n 2 (n 1) Peters φ n dh/n Harbord Peters Egger ( )

Homework Solutions Applied Logistic Regression

Homework Solutions Applied Logistic Regression Homework Solutions Applied Logistic Regression WEEK 6 Exercise 1 From the ICU data, use as the outcome variable vital status (STA) and CPR prior to ICU admission (CPR) as a covariate. (a) Demonstrate that

More information

Warwick Economics Summer School Topics in Microeconometrics Instrumental Variables Estimation

Warwick Economics Summer School Topics in Microeconometrics Instrumental Variables Estimation Warwick Economics Summer School Topics in Microeconometrics Instrumental Variables Estimation Michele Aquaro University of Warwick This version: July 21, 2016 1 / 31 Reading material Textbook: Introductory

More information

General Linear Model (Chapter 4)

General Linear Model (Chapter 4) General Linear Model (Chapter 4) Outcome variable is considered continuous Simple linear regression Scatterplots OLS is BLUE under basic assumptions MSE estimates residual variance testing regression coefficients

More information

ECON3150/4150 Spring 2016

ECON3150/4150 Spring 2016 ECON3150/4150 Spring 2016 Lecture 4 - The linear regression model Siv-Elisabeth Skjelbred University of Oslo Last updated: January 26, 2016 1 / 49 Overview These lecture slides covers: The linear regression

More information

Practice 2SLS with Artificial Data Part 1

Practice 2SLS with Artificial Data Part 1 Practice 2SLS with Artificial Data Part 1 Yona Rubinstein July 2016 Yona Rubinstein (LSE) Practice 2SLS with Artificial Data Part 1 07/16 1 / 16 Practice with Artificial Data In this note we use artificial

More information

Lecture 12: Effect modification, and confounding in logistic regression

Lecture 12: Effect modification, and confounding in logistic regression Lecture 12: Effect modification, and confounding in logistic regression Ani Manichaikul amanicha@jhsph.edu 4 May 2007 Today Categorical predictor create dummy variables just like for linear regression

More information

Binary Dependent Variables

Binary Dependent Variables Binary Dependent Variables In some cases the outcome of interest rather than one of the right hand side variables - is discrete rather than continuous Binary Dependent Variables In some cases the outcome

More information

ECON3150/4150 Spring 2016

ECON3150/4150 Spring 2016 ECON3150/4150 Spring 2016 Lecture 6 Multiple regression model Siv-Elisabeth Skjelbred University of Oslo February 5th Last updated: February 3, 2016 1 / 49 Outline Multiple linear regression model and

More information

Problem Set 1 ANSWERS

Problem Set 1 ANSWERS Economics 20 Prof. Patricia M. Anderson Problem Set 1 ANSWERS Part I. Multiple Choice Problems 1. If X and Z are two random variables, then E[X-Z] is d. E[X] E[Z] This is just a simple application of one

More information

Econ 371 Problem Set #6 Answer Sheet. deaths per 10,000. The 90% confidence interval for the change in death rate is 1.81 ±

Econ 371 Problem Set #6 Answer Sheet. deaths per 10,000. The 90% confidence interval for the change in death rate is 1.81 ± Econ 371 Problem Set #6 Answer Sheet 10.1 This question focuses on the regression model results in Table 10.1. a. The first part of this question asks you to predict the number of lives that would be saved

More information

Analysis of repeated measurements (KLMED8008)

Analysis of repeated measurements (KLMED8008) Analysis of repeated measurements (KLMED8008) Eirik Skogvoll, MD PhD Professor and Consultant Institute of Circulation and Medical Imaging Dept. of Anaesthesiology and Emergency Medicine 1 Day 2 Practical

More information

Correlation and Simple Linear Regression

Correlation and Simple Linear Regression Correlation and Simple Linear Regression Sasivimol Rattanasiri, Ph.D Section for Clinical Epidemiology and Biostatistics Ramathibodi Hospital, Mahidol University E-mail: sasivimol.rat@mahidol.ac.th 1 Outline

More information

ECON Introductory Econometrics. Lecture 5: OLS with One Regressor: Hypothesis Tests

ECON Introductory Econometrics. Lecture 5: OLS with One Regressor: Hypothesis Tests ECON4150 - Introductory Econometrics Lecture 5: OLS with One Regressor: Hypothesis Tests Monique de Haan (moniqued@econ.uio.no) Stock and Watson Chapter 5 Lecture outline 2 Testing Hypotheses about one

More information

BIOSTATS 640 Spring 2018 Unit 2. Regression and Correlation (Part 1 of 2) STATA Users

BIOSTATS 640 Spring 2018 Unit 2. Regression and Correlation (Part 1 of 2) STATA Users Unit Regression and Correlation 1 of - Practice Problems Solutions Stata Users 1. In this exercise, you will gain some practice doing a simple linear regression using a Stata data set called week0.dta.

More information

****Lab 4, Feb 4: EDA and OLS and WLS

****Lab 4, Feb 4: EDA and OLS and WLS ****Lab 4, Feb 4: EDA and OLS and WLS ------- log: C:\Documents and Settings\Default\Desktop\LDA\Data\cows_Lab4.log log type: text opened on: 4 Feb 2004, 09:26:19. use use "Z:\LDA\DataLDA\cowsP.dta", clear.

More information

Problem Set #3-Key. wage Coef. Std. Err. t P> t [95% Conf. Interval]

Problem Set #3-Key. wage Coef. Std. Err. t P> t [95% Conf. Interval] Problem Set #3-Key Sonoma State University Economics 317- Introduction to Econometrics Dr. Cuellar 1. Use the data set Wage1.dta to answer the following questions. a. For the regression model Wage i =

More information

T-test: means of Spock's judge versus all other judges 1 12:10 Wednesday, January 5, judge1 N Mean Std Dev Std Err Minimum Maximum

T-test: means of Spock's judge versus all other judges 1 12:10 Wednesday, January 5, judge1 N Mean Std Dev Std Err Minimum Maximum T-test: means of Spock's judge versus all other judges 1 The TTEST Procedure Variable: pcwomen judge1 N Mean Std Dev Std Err Minimum Maximum OTHER 37 29.4919 7.4308 1.2216 16.5000 48.9000 SPOCKS 9 14.6222

More information

SplineLinear.doc 1 # 9 Last save: Saturday, 9. December 2006

SplineLinear.doc 1 # 9 Last save: Saturday, 9. December 2006 SplineLinear.doc 1 # 9 Problem:... 2 Objective... 2 Reformulate... 2 Wording... 2 Simulating an example... 3 SPSS 13... 4 Substituting the indicator function... 4 SPSS-Syntax... 4 Remark... 4 Result...

More information

Quantitative Methods Final Exam (2017/1)

Quantitative Methods Final Exam (2017/1) Quantitative Methods Final Exam (2017/1) 1. Please write down your name and student ID number. 2. Calculator is allowed during the exam, but DO NOT use a smartphone. 3. List your answers (together with

More information

Lecture#12. Instrumental variables regression Causal parameters III

Lecture#12. Instrumental variables regression Causal parameters III Lecture#12 Instrumental variables regression Causal parameters III 1 Demand experiment, market data analysis & simultaneous causality 2 Simultaneous causality Your task is to estimate the demand function

More information

University of California at Berkeley Fall Introductory Applied Econometrics Final examination. Scores add up to 125 points

University of California at Berkeley Fall Introductory Applied Econometrics Final examination. Scores add up to 125 points EEP 118 / IAS 118 Elisabeth Sadoulet and Kelly Jones University of California at Berkeley Fall 2008 Introductory Applied Econometrics Final examination Scores add up to 125 points Your name: SID: 1 1.

More information

Empirical Application of Simple Regression (Chapter 2)

Empirical Application of Simple Regression (Chapter 2) Empirical Application of Simple Regression (Chapter 2) 1. The data file is House Data, which can be downloaded from my webpage. 2. Use stata menu File Import Excel Spreadsheet to read the data. Don t forget

More information

TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics

TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics Exploring Data: Distributions Look for overall pattern (shape, center, spread) and deviations (outliers). Mean (use a calculator): x = x 1 + x

More information

Marginal Effects for Continuous Variables Richard Williams, University of Notre Dame, https://www3.nd.edu/~rwilliam/ Last revised January 20, 2018

Marginal Effects for Continuous Variables Richard Williams, University of Notre Dame, https://www3.nd.edu/~rwilliam/ Last revised January 20, 2018 Marginal Effects for Continuous Variables Richard Williams, University of Notre Dame, https://www3.nd.edu/~rwilliam/ Last revised January 20, 2018 References: Long 1997, Long and Freese 2003 & 2006 & 2014,

More information

Monday 7 th Febraury 2005

Monday 7 th Febraury 2005 Monday 7 th Febraury 2 Analysis of Pigs data Data: Body weights of 48 pigs at 9 successive follow-up visits. This is an equally spaced data. It is always a good habit to reshape the data, so we can easily

More information

Problem Set 5 ANSWERS

Problem Set 5 ANSWERS Economics 20 Problem Set 5 ANSWERS Prof. Patricia M. Anderson 1, 2 and 3 Suppose that Vermont has passed a law requiring employers to provide 6 months of paid maternity leave. You are concerned that women

More information

Section Least Squares Regression

Section Least Squares Regression Section 2.3 - Least Squares Regression Statistics 104 Autumn 2004 Copyright c 2004 by Mark E. Irwin Regression Correlation gives us a strength of a linear relationship is, but it doesn t tell us what it

More information

SOCY5601 Handout 8, Fall DETECTING CURVILINEARITY (continued) CONDITIONAL EFFECTS PLOTS

SOCY5601 Handout 8, Fall DETECTING CURVILINEARITY (continued) CONDITIONAL EFFECTS PLOTS SOCY5601 DETECTING CURVILINEARITY (continued) CONDITIONAL EFFECTS PLOTS More on use of X 2 terms to detect curvilinearity: As we have said, a quick way to detect curvilinearity in the relationship between

More information

ECO220Y Simple Regression: Testing the Slope

ECO220Y Simple Regression: Testing the Slope ECO220Y Simple Regression: Testing the Slope Readings: Chapter 18 (Sections 18.3-18.5) Winter 2012 Lecture 19 (Winter 2012) Simple Regression Lecture 19 1 / 32 Simple Regression Model y i = β 0 + β 1 x

More information

Sociology 362 Data Exercise 6 Logistic Regression 2

Sociology 362 Data Exercise 6 Logistic Regression 2 Sociology 362 Data Exercise 6 Logistic Regression 2 The questions below refer to the data and output beginning on the next page. Although the raw data are given there, you do not have to do any Stata runs

More information

Final Exam. Question 1 (20 points) 2 (25 points) 3 (30 points) 4 (25 points) 5 (10 points) 6 (40 points) Total (150 points) Bonus question (10)

Final Exam. Question 1 (20 points) 2 (25 points) 3 (30 points) 4 (25 points) 5 (10 points) 6 (40 points) Total (150 points) Bonus question (10) Name Economics 170 Spring 2004 Honor pledge: I have neither given nor received aid on this exam including the preparation of my one page formula list and the preparation of the Stata assignment for the

More information

Statistics in Stata Introduction to Stata

Statistics in Stata Introduction to Stata 50 55 60 65 70 Statistics in Stata Introduction to Stata Thomas Scheike Statistical Methods, Used to test simple hypothesis regarding the mean in a single group. Independent samples and data approximately

More information

Name: Biostatistics 1 st year Comprehensive Examination: Applied in-class exam. June 8 th, 2016: 9am to 1pm

Name: Biostatistics 1 st year Comprehensive Examination: Applied in-class exam. June 8 th, 2016: 9am to 1pm Name: Biostatistics 1 st year Comprehensive Examination: Applied in-class exam June 8 th, 2016: 9am to 1pm Instructions: 1. This is exam is to be completed independently. Do not discuss your work with

More information

Simultaneous Equations with Error Components. Mike Bronner Marko Ledic Anja Breitwieser

Simultaneous Equations with Error Components. Mike Bronner Marko Ledic Anja Breitwieser Simultaneous Equations with Error Components Mike Bronner Marko Ledic Anja Breitwieser PRESENTATION OUTLINE Part I: - Simultaneous equation models: overview - Empirical example Part II: - Hausman and Taylor

More information

LONGITUDINAL DATA ANALYSIS Homework I, 2005 SOLUTION. A = ( 2) = 36; B = ( 4) = 94. Therefore A B = 36 ( 94) = 3384.

LONGITUDINAL DATA ANALYSIS Homework I, 2005 SOLUTION. A = ( 2) = 36; B = ( 4) = 94. Therefore A B = 36 ( 94) = 3384. LONGITUDINAL DATA ANALYSIS Homework I, 2005 SOLUTION 1. Suppose A and B are both 2 2 matrices with A = ( 6 3 2 5 ) ( 4 10, B = 7 6 (a) Verify that A B = AB. ) A = 6 5 3 ( 2) = 36; B = ( 4) 6 10 7 = 94.

More information

Econ 371 Problem Set #6 Answer Sheet In this first question, you are asked to consider the following equation:

Econ 371 Problem Set #6 Answer Sheet In this first question, you are asked to consider the following equation: Econ 37 Problem Set #6 Answer Sheet 0. In this first question, you are asked to consider the following equation: Y it = β 0 + β X it + β 3 S t + u it. () You are asked how you might time-demean the data

More information

One-stage dose-response meta-analysis

One-stage dose-response meta-analysis One-stage dose-response meta-analysis Nicola Orsini, Alessio Crippa Biostatistics Team Department of Public Health Sciences Karolinska Institutet http://ki.se/en/phs/biostatistics-team 2017 Nordic and

More information

Lecture 10: Introduction to Logistic Regression

Lecture 10: Introduction to Logistic Regression Lecture 10: Introduction to Logistic Regression Ani Manichaikul amanicha@jhsph.edu 2 May 2007 Logistic Regression Regression for a response variable that follows a binomial distribution Recall the binomial

More information

Lab 6 - Simple Regression

Lab 6 - Simple Regression Lab 6 - Simple Regression Spring 2017 Contents 1 Thinking About Regression 2 2 Regression Output 3 3 Fitted Values 5 4 Residuals 6 5 Functional Forms 8 Updated from Stata tutorials provided by Prof. Cichello

More information

ECON3150/4150 Spring 2015

ECON3150/4150 Spring 2015 ECON3150/4150 Spring 2015 Lecture 3&4 - The linear regression model Siv-Elisabeth Skjelbred University of Oslo January 29, 2015 1 / 67 Chapter 4 in S&W Section 17.1 in S&W (extended OLS assumptions) 2

More information

BIOS 312: MODERN REGRESSION ANALYSIS

BIOS 312: MODERN REGRESSION ANALYSIS BIOS 312: MODERN REGRESSION ANALYSIS James C (Chris) Slaughter Department of Biostatistics Vanderbilt University School of Medicine james.c.slaughter@vanderbilt.edu biostat.mc.vanderbilt.edu/coursebios312

More information

STATISTICS 110/201 PRACTICE FINAL EXAM

STATISTICS 110/201 PRACTICE FINAL EXAM STATISTICS 110/201 PRACTICE FINAL EXAM Questions 1 to 5: There is a downloadable Stata package that produces sequential sums of squares for regression. In other words, the SS is built up as each variable

More information

Meta-analysis of epidemiological dose-response studies

Meta-analysis of epidemiological dose-response studies Meta-analysis of epidemiological dose-response studies Nicola Orsini 2nd Italian Stata Users Group meeting October 10-11, 2005 Institute Environmental Medicine, Karolinska Institutet Rino Bellocco Dept.

More information

Problem set - Selection and Diff-in-Diff

Problem set - Selection and Diff-in-Diff Problem set - Selection and Diff-in-Diff 1. You want to model the wage equation for women You consider estimating the model: ln wage = α + β 1 educ + β 2 exper + β 3 exper 2 + ɛ (1) Read the data into

More information

options description set confidence level; default is level(95) maximum number of iterations post estimation results

options description set confidence level; default is level(95) maximum number of iterations post estimation results Title nlcom Nonlinear combinations of estimators Syntax Nonlinear combination of estimators one expression nlcom [ name: ] exp [, options ] Nonlinear combinations of estimators more than one expression

More information

Lecture 2: Poisson and logistic regression

Lecture 2: Poisson and logistic regression Dankmar Böhning Southampton Statistical Sciences Research Institute University of Southampton, UK S 3 RI, 11-12 December 2014 introduction to Poisson regression application to the BELCAP study introduction

More information

sociology 362 regression

sociology 362 regression sociology 36 regression Regression is a means of modeling how the conditional distribution of a response variable (say, Y) varies for different values of one or more independent explanatory variables (say,

More information

3 Variables: Cyberloafing Conscientiousness Age

3 Variables: Cyberloafing Conscientiousness Age title 'Cyberloafing, Mike Sage'; run; PROC CORR data=sage; var Cyberloafing Conscientiousness Age; run; quit; The CORR Procedure 3 Variables: Cyberloafing Conscientiousness Age Simple Statistics Variable

More information

sociology sociology Scatterplots Quantitative Research Methods: Introduction to correlation and regression Age vs Income

sociology sociology Scatterplots Quantitative Research Methods: Introduction to correlation and regression Age vs Income Scatterplots Quantitative Research Methods: Introduction to correlation and regression Scatterplots can be considered as interval/ratio analogue of cross-tabs: arbitrarily many values mapped out in -dimensions

More information

Mixed Models for Longitudinal Binary Outcomes. Don Hedeker Department of Public Health Sciences University of Chicago.

Mixed Models for Longitudinal Binary Outcomes. Don Hedeker Department of Public Health Sciences University of Chicago. Mixed Models for Longitudinal Binary Outcomes Don Hedeker Department of Public Health Sciences University of Chicago hedeker@uchicago.edu https://hedeker-sites.uchicago.edu/ Hedeker, D. (2005). Generalized

More information

Fixed and Random Effects Models: Vartanian, SW 683

Fixed and Random Effects Models: Vartanian, SW 683 : Vartanian, SW 683 Fixed and random effects models See: http://teaching.sociology.ul.ie/dcw/confront/node45.html When you have repeated observations per individual this is a problem and an advantage:

More information

Meta-analysis. 21 May Per Kragh Andersen, Biostatistics, Dept. Public Health

Meta-analysis. 21 May Per Kragh Andersen, Biostatistics, Dept. Public Health Meta-analysis 21 May 2014 www.biostat.ku.dk/~pka Per Kragh Andersen, Biostatistics, Dept. Public Health pka@biostat.ku.dk 1 Meta-analysis Background: each single study cannot stand alone. This leads to

More information

5. Let W follow a normal distribution with mean of μ and the variance of 1. Then, the pdf of W is

5. Let W follow a normal distribution with mean of μ and the variance of 1. Then, the pdf of W is Practice Final Exam Last Name:, First Name:. Please write LEGIBLY. Answer all questions on this exam in the space provided (you may use the back of any page if you need more space). Show all work but do

More information

Exercices for Applied Econometrics A

Exercices for Applied Econometrics A QEM F. Gardes-C. Starzec-M.A. Diaye Exercices for Applied Econometrics A I. Exercice: The panel of households expenditures in Poland, for years 1997 to 2000, gives the following statistics for the whole

More information

Question 1a 1b 1c 1d 1e 2a 2b 2c 2d 2e 2f 3a 3b 3c 3d 3e 3f M ult: choice Points

Question 1a 1b 1c 1d 1e 2a 2b 2c 2d 2e 2f 3a 3b 3c 3d 3e 3f M ult: choice Points Economics 102: Analysis of Economic Data Cameron Spring 2016 May 12 Department of Economics, U.C.-Davis Second Midterm Exam (Version A) Compulsory. Closed book. Total of 30 points and worth 22.5% of course

More information

Applied Statistics and Econometrics

Applied Statistics and Econometrics Applied Statistics and Econometrics Lecture 6 Saul Lach September 2017 Saul Lach () Applied Statistics and Econometrics September 2017 1 / 53 Outline of Lecture 6 1 Omitted variable bias (SW 6.1) 2 Multiple

More information

Introductory Econometrics. Lecture 13: Hypothesis testing in the multiple regression model, Part 1

Introductory Econometrics. Lecture 13: Hypothesis testing in the multiple regression model, Part 1 Introductory Econometrics Lecture 13: Hypothesis testing in the multiple regression model, Part 1 Jun Ma School of Economics Renmin University of China October 19, 2016 The model I We consider the classical

More information

Essential of Simple regression

Essential of Simple regression Essential of Simple regression We use simple regression when we are interested in the relationship between two variables (e.g., x is class size, and y is student s GPA). For simplicity we assume the relationship

More information

Measurement Error. Often a data set will contain imperfect measures of the data we would ideally like.

Measurement Error. Often a data set will contain imperfect measures of the data we would ideally like. Measurement Error Often a data set will contain imperfect measures of the data we would ideally like. Aggregate Data: (GDP, Consumption, Investment are only best guesses of theoretical counterparts and

More information

Эконометрика, , 4 модуль Семинар Для Группы Э_Б2015_Э_3 Семинарист О.А.Демидова

Эконометрика, , 4 модуль Семинар Для Группы Э_Б2015_Э_3 Семинарист О.А.Демидова Эконометрика, 2017-2018, 4 модуль Семинар 3 160418 Для Группы Э_Б2015_Э_3 Семинарист ОАДемидова * Stata program * copyright C 2010 by A Colin Cameron and Pravin K Trivedi * used for "Microeconometrics

More information

A short guide and a forest plot command (ipdforest) for one-stage meta-analysis

A short guide and a forest plot command (ipdforest) for one-stage meta-analysis The Stata Journal (yyyy) vv, Number ii, pp. 1 14 A short guide and a forest plot command (ipdforest) for one-stage meta-analysis Evangelos Kontopantelis NIHR School for Primary Care Research Institute

More information

Lecture 5. In the last lecture, we covered. This lecture introduces you to

Lecture 5. In the last lecture, we covered. This lecture introduces you to Lecture 5 In the last lecture, we covered. homework 2. The linear regression model (4.) 3. Estimating the coefficients (4.2) This lecture introduces you to. Measures of Fit (4.3) 2. The Least Square Assumptions

More information

unadjusted model for baseline cholesterol 22:31 Monday, April 19,

unadjusted model for baseline cholesterol 22:31 Monday, April 19, unadjusted model for baseline cholesterol 22:31 Monday, April 19, 2004 1 Class Level Information Class Levels Values TRETGRP 3 3 4 5 SEX 2 0 1 Number of observations 916 unadjusted model for baseline cholesterol

More information

Lecture 5: Poisson and logistic regression

Lecture 5: Poisson and logistic regression Dankmar Böhning Southampton Statistical Sciences Research Institute University of Southampton, UK S 3 RI, 3-5 March 2014 introduction to Poisson regression application to the BELCAP study introduction

More information

Outline. Linear OLS Models vs: Linear Marginal Models Linear Conditional Models. Random Intercepts Random Intercepts & Slopes

Outline. Linear OLS Models vs: Linear Marginal Models Linear Conditional Models. Random Intercepts Random Intercepts & Slopes Lecture 2.1 Basic Linear LDA 1 Outline Linear OLS Models vs: Linear Marginal Models Linear Conditional Models Random Intercepts Random Intercepts & Slopes Cond l & Marginal Connections Empirical Bayes

More information

2. We care about proportion for categorical variable, but average for numerical one.

2. We care about proportion for categorical variable, but average for numerical one. Probit Model 1. We apply Probit model to Bank data. The dependent variable is deny, a dummy variable equaling one if a mortgage application is denied, and equaling zero if accepted. The key regressor is

More information

Applied Statistics and Econometrics

Applied Statistics and Econometrics Applied Statistics and Econometrics Lecture 5 Saul Lach September 2017 Saul Lach () Applied Statistics and Econometrics September 2017 1 / 44 Outline of Lecture 5 Now that we know the sampling distribution

More information

Problem Set 10: Panel Data

Problem Set 10: Panel Data Problem Set 10: Panel Data 1. Read in the data set, e11panel1.dta from the course website. This contains data on a sample or 1252 men and women who were asked about their hourly wage in two years, 2005

More information

Binomial Model. Lecture 10: Introduction to Logistic Regression. Logistic Regression. Binomial Distribution. n independent trials

Binomial Model. Lecture 10: Introduction to Logistic Regression. Logistic Regression. Binomial Distribution. n independent trials Lecture : Introduction to Logistic Regression Ani Manichaikul amanicha@jhsph.edu 2 May 27 Binomial Model n independent trials (e.g., coin tosses) p = probability of success on each trial (e.g., p =! =

More information

Lecture 3 Linear random intercept models

Lecture 3 Linear random intercept models Lecture 3 Linear random intercept models Example: Weight of Guinea Pigs Body weights of 48 pigs in 9 successive weeks of follow-up (Table 3.1 DLZ) The response is measures at n different times, or under

More information

Answer all questions from part I. Answer two question from part II.a, and one question from part II.b.

Answer all questions from part I. Answer two question from part II.a, and one question from part II.b. B203: Quantitative Methods Answer all questions from part I. Answer two question from part II.a, and one question from part II.b. Part I: Compulsory Questions. Answer all questions. Each question carries

More information

Lecture 3.1 Basic Logistic LDA

Lecture 3.1 Basic Logistic LDA y Lecture.1 Basic Logistic LDA 0.2.4.6.8 1 Outline Quick Refresher on Ordinary Logistic Regression and Stata Women s employment example Cross-Over Trial LDA Example -100-50 0 50 100 -- Longitudinal Data

More information

2.1. Consider the following production function, known in the literature as the transcendental production function (TPF).

2.1. Consider the following production function, known in the literature as the transcendental production function (TPF). CHAPTER Functional Forms of Regression Models.1. Consider the following production function, known in the literature as the transcendental production function (TPF). Q i B 1 L B i K i B 3 e B L B K 4 i

More information

Section I. Define or explain the following terms (3 points each) 1. centered vs. uncentered 2 R - 2. Frisch theorem -

Section I. Define or explain the following terms (3 points each) 1. centered vs. uncentered 2 R - 2. Frisch theorem - First Exam: Economics 388, Econometrics Spring 006 in R. Butler s class YOUR NAME: Section I (30 points) Questions 1-10 (3 points each) Section II (40 points) Questions 11-15 (10 points each) Section III

More information

ESTIMATING AVERAGE TREATMENT EFFECTS: REGRESSION DISCONTINUITY DESIGNS Jeff Wooldridge Michigan State University BGSE/IZA Course in Microeconometrics

ESTIMATING AVERAGE TREATMENT EFFECTS: REGRESSION DISCONTINUITY DESIGNS Jeff Wooldridge Michigan State University BGSE/IZA Course in Microeconometrics ESTIMATING AVERAGE TREATMENT EFFECTS: REGRESSION DISCONTINUITY DESIGNS Jeff Wooldridge Michigan State University BGSE/IZA Course in Microeconometrics July 2009 1. Introduction 2. The Sharp RD Design 3.

More information

ECON Introductory Econometrics. Lecture 7: OLS with Multiple Regressors Hypotheses tests

ECON Introductory Econometrics. Lecture 7: OLS with Multiple Regressors Hypotheses tests ECON4150 - Introductory Econometrics Lecture 7: OLS with Multiple Regressors Hypotheses tests Monique de Haan (moniqued@econ.uio.no) Stock and Watson Chapter 7 Lecture outline 2 Hypothesis test for single

More information

Simple logistic regression

Simple logistic regression Simple logistic regression Biometry 755 Spring 2009 Simple logistic regression p. 1/47 Model assumptions 1. The observed data are independent realizations of a binary response variable Y that follows a

More information

sociology 362 regression

sociology 362 regression sociology 36 regression Regression is a means of studying how the conditional distribution of a response variable (say, Y) varies for different values of one or more independent explanatory variables (say,

More information

Lecture 7: OLS with qualitative information

Lecture 7: OLS with qualitative information Lecture 7: OLS with qualitative information Dummy variables Dummy variable: an indicator that says whether a particular observation is in a category or not Like a light switch: on or off Most useful values:

More information

Case of single exogenous (iv) variable (with single or multiple mediators) iv à med à dv. = β 0. iv i. med i + α 1

Case of single exogenous (iv) variable (with single or multiple mediators) iv à med à dv. = β 0. iv i. med i + α 1 Mediation Analysis: OLS vs. SUR vs. ISUR vs. 3SLS vs. SEM Note by Hubert Gatignon July 7, 2013, updated November 15, 2013, April 11, 2014, May 21, 2016 and August 10, 2016 In Chap. 11 of Statistical Analysis

More information

multilevel modeling: concepts, applications and interpretations

multilevel modeling: concepts, applications and interpretations multilevel modeling: concepts, applications and interpretations lynne c. messer 27 october 2010 warning social and reproductive / perinatal epidemiologist concepts why context matters multilevel models

More information

ECON Introductory Econometrics. Lecture 6: OLS with Multiple Regressors

ECON Introductory Econometrics. Lecture 6: OLS with Multiple Regressors ECON4150 - Introductory Econometrics Lecture 6: OLS with Multiple Regressors Monique de Haan (moniqued@econ.uio.no) Stock and Watson Chapter 6 Lecture outline 2 Violation of first Least Squares assumption

More information

2. (3.5) (iii) Simply drop one of the independent variables, say leisure: GP A = β 0 + β 1 study + β 2 sleep + β 3 work + u.

2. (3.5) (iii) Simply drop one of the independent variables, say leisure: GP A = β 0 + β 1 study + β 2 sleep + β 3 work + u. BOSTON COLLEGE Department of Economics EC 228 Econometrics, Prof. Baum, Ms. Yu, Fall 2003 Problem Set 3 Solutions Problem sets should be your own work. You may work together with classmates, but if you

More information

Case-control studies C&H 16

Case-control studies C&H 16 Case-control studies C&H 6 Bendix Carstensen Steno Diabetes Center & Department of Biostatistics, University of Copenhagen bxc@steno.dk http://bendixcarstensen.com PhD-course in Epidemiology, Department

More information

Sociology Exam 2 Answer Key March 30, 2012

Sociology Exam 2 Answer Key March 30, 2012 Sociology 63993 Exam 2 Answer Key March 30, 2012 I. True-False. (20 points) Indicate whether the following statements are true or false. If false, briefly explain why. 1. A researcher has constructed scales

More information

Problem Set 4 ANSWERS

Problem Set 4 ANSWERS Economics 20 Problem Set 4 ANSWERS Prof. Patricia M. Anderson 1. Suppose that our variable for consumption is measured with error, so cons = consumption + e 0, where e 0 is uncorrelated with inc, educ

More information

Analysis of Variance. Source DF Squares Square F Value Pr > F. Model <.0001 Error Corrected Total

Analysis of Variance. Source DF Squares Square F Value Pr > F. Model <.0001 Error Corrected Total Math 221: Linear Regression and Prediction Intervals S. K. Hyde Chapter 23 (Moore, 5th Ed.) (Neter, Kutner, Nachsheim, and Wasserman) The Toluca Company manufactures refrigeration equipment as well as

More information

Handout 11: Measurement Error

Handout 11: Measurement Error Handout 11: Measurement Error In which you learn to recognise the consequences for OLS estimation whenever some of the variables you use are not measured as accurately as you might expect. A (potential)

More information

Lab 10 - Binary Variables

Lab 10 - Binary Variables Lab 10 - Binary Variables Spring 2017 Contents 1 Introduction 1 2 SLR on a Dummy 2 3 MLR with binary independent variables 3 3.1 MLR with a Dummy: different intercepts, same slope................. 4 3.2

More information

ECON Introductory Econometrics. Lecture 17: Experiments

ECON Introductory Econometrics. Lecture 17: Experiments ECON4150 - Introductory Econometrics Lecture 17: Experiments Monique de Haan (moniqued@econ.uio.no) Stock and Watson Chapter 13 Lecture outline 2 Why study experiments? The potential outcome framework.

More information

Mediation Analysis: OLS vs. SUR vs. 3SLS Note by Hubert Gatignon July 7, 2013, updated November 15, 2013

Mediation Analysis: OLS vs. SUR vs. 3SLS Note by Hubert Gatignon July 7, 2013, updated November 15, 2013 Mediation Analysis: OLS vs. SUR vs. 3SLS Note by Hubert Gatignon July 7, 2013, updated November 15, 2013 In Chap. 11 of Statistical Analysis of Management Data (Gatignon, 2014), tests of mediation are

More information

Fitting fixed- and random-effects meta-analysis models using structural equation modeling with the sem and gsem commands

Fitting fixed- and random-effects meta-analysis models using structural equation modeling with the sem and gsem commands The Stata Journal (2015) 15, Number 3, pp. 645 671 Fitting fixed- and random-effects meta-analysis models using structural equation modeling with the sem and gsem commands Tom M. Palmer Department of Mathematics

More information

Lecture 4: Multivariate Regression, Part 2

Lecture 4: Multivariate Regression, Part 2 Lecture 4: Multivariate Regression, Part 2 Gauss-Markov Assumptions 1) Linear in Parameters: Y X X X i 0 1 1 2 2 k k 2) Random Sampling: we have a random sample from the population that follows the above

More information

Inference. ME104: Linear Regression Analysis Kenneth Benoit. August 15, August 15, 2012 Lecture 3 Multiple linear regression 1 1 / 58

Inference. ME104: Linear Regression Analysis Kenneth Benoit. August 15, August 15, 2012 Lecture 3 Multiple linear regression 1 1 / 58 Inference ME104: Linear Regression Analysis Kenneth Benoit August 15, 2012 August 15, 2012 Lecture 3 Multiple linear regression 1 1 / 58 Stata output resvisited. reg votes1st spend_total incumb minister

More information

Exercise 7.4 [16 points]

Exercise 7.4 [16 points] STATISTICS 226, Winter 1997, Homework 5 1 Exercise 7.4 [16 points] a. [3 points] (A: Age, G: Gestation, I: Infant Survival, S: Smoking.) Model G 2 d.f. (AGIS).008 0 0 (AGI, AIS, AGS, GIS).367 1 (AG, AI,

More information

1: a b c d e 2: a b c d e 3: a b c d e 4: a b c d e 5: a b c d e. 6: a b c d e 7: a b c d e 8: a b c d e 9: a b c d e 10: a b c d e

1: a b c d e 2: a b c d e 3: a b c d e 4: a b c d e 5: a b c d e. 6: a b c d e 7: a b c d e 8: a b c d e 9: a b c d e 10: a b c d e Economics 102: Analysis of Economic Data Cameron Spring 2016 Department of Economics, U.C.-Davis Final Exam (A) Tuesday June 7 Compulsory. Closed book. Total of 58 points and worth 45% of course grade.

More information

Lecture 4: Multivariate Regression, Part 2

Lecture 4: Multivariate Regression, Part 2 Lecture 4: Multivariate Regression, Part 2 Gauss-Markov Assumptions 1) Linear in Parameters: Y X X X i 0 1 1 2 2 k k 2) Random Sampling: we have a random sample from the population that follows the above

More information

Econometrics Midterm Examination Answers

Econometrics Midterm Examination Answers Econometrics Midterm Examination Answers March 4, 204. Question (35 points) Answer the following short questions. (i) De ne what is an unbiased estimator. Show that X is an unbiased estimator for E(X i

More information

In Class Review Exercises Vartanian: SW 540

In Class Review Exercises Vartanian: SW 540 In Class Review Exercises Vartanian: SW 540 1. Given the following output from an OLS model looking at income, what is the slope and intercept for those who are black and those who are not black? b SE

More information

Sociology 63993, Exam 2 Answer Key [DRAFT] March 27, 2015 Richard Williams, University of Notre Dame,

Sociology 63993, Exam 2 Answer Key [DRAFT] March 27, 2015 Richard Williams, University of Notre Dame, Sociology 63993, Exam 2 Answer Key [DRAFT] March 27, 2015 Richard Williams, University of Notre Dame, http://www3.nd.edu/~rwilliam/ I. True-False. (20 points) Indicate whether the following statements

More information